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Real-time trading system demo

Posted By Yair Altman On May 29, 2013 | 1 Comment

Last week I gave a presentation at the MATLAB Computational Finance Conference [1] in New York. The room was packed-full with close to 200 professionals in the finance industry. The energy and feedback were tremendous, it was a great experience. The presentation (PDF format) is provided here [2].
I presented a demo application that showed how Matlab can be used to create a full end-to-end trading system, highlighting Matlab’s potential as a platform of choice. I used Interactive Brokers [3] to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market, via the IB-Matlab [4] connector:

Real-time trading system demo in Matlab (click for details) [5]
Real-time trading system demo in Matlab (click for details)

The demo system’s user interface showcased the hidden visualization and interactivity potential of MATLAB for tracking order executions and charting financial time-series in real time. The undocumented features used in the demo include:

The demo source code is provided here [12] (tradingDemo.m and supporting files). Note that this is provided as-is, free of charge but without any warranty or support. You would naturally need IB-Matlab [4] and an Interactive Brokers account to run it.
If you came to the conference, I want to thank you for being an excellent audience. I hope we have a chance to work together on your projects. Shoot me an email [13] if you’d like my help in any consulting, training or development work.

Categories: GUI, Medium risk of breaking in future versions


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#1 Pingback By Displaying animated GIFs | Undocumented Matlab On May 29, 2013 @ 06:21

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URL to article: https://undocumentedmatlab.com/articles/real-time-trading-system-demo

URLs in this post:

[1] MATLAB Computational Finance Conference: http://www.mathworks.com/company/events/conferences/matlab-computational-finance-conference-nyc/2013/agenda.html

[2] here: http://undocumentedmatlab.com/files/Matlab%20real-time%20trading%20presentation.pdf

[3] Interactive Brokers: http://www.interactivebrokers.com/en/main.php

[4] IB-Matlab: http://undocumentedmatlab.com/ib-matlab/

[5] Image: http://undocumentedmatlab.com/images/demo_screenshot.png

[6] Animated GIF logo image: http://undocumentedmatlab.com/blog/displaying-animated-gifs/

[7] Customized data table: http://undocumentedmatlab.com/blog/uitable-customization-report/

[8] Log box with rich HTML contents: http://undocumentedmatlab.com/blog/rich-matlab-editbox-contents/

[9] Draggable (resizable) panel borders: http://undocumentedmatlab.com/blog/uisplitpane/

[10] HG2: http://undocumentedmatlab.com/blog/hg2-update/

[11] Maximized figure window: http://undocumentedmatlab.com/blog/minimize-maximize-figure-window/

[12] here: http://undocumentedmatlab.com/files/Matlab%20trading%20demo.zip

[13] an email: mailto: altmany @gmail.com?subject=Matlab assistance&body=Hi Yair, &cc=;&bcc=

[14] JTattoo look-and-feel demo : https://undocumentedmatlab.com/articles/jtattoo-look-and-feel-demo

[15] Simple GUI Tabs for Advanced Matlab Trading App : https://undocumentedmatlab.com/articles/simple-gui-tabs-for-advanced-matlab-trading-app

[16] New York City visit, 21-24 May 2013 : https://undocumentedmatlab.com/articles/nyc-visit-may-2013

[17] Rich-contents log panel : https://undocumentedmatlab.com/articles/rich-contents-log-panel

[18] Displaying animated GIFs : https://undocumentedmatlab.com/articles/displaying-animated-gifs

[19] Online (web-based) Matlab : https://undocumentedmatlab.com/articles/online-web-based-matlab

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